Find a city you want information on, and click the "historical data" link at the bottom and you'll have access to more information than you could ever possibly want about the weather at that particular weather station on any particular date.
Hmmm... I dug around some more on that site, and while there are some weather stations available with data going back a long time, it can take a lot of effort to find specific information that you're looking for, so perhaps something else would better suit your needs.
But I'll need more of an idea what kind of data you're trying to look for (specific to an area, world averages, etc., etc.)...
Ack, sorry... I should do more research before spamming... there *is* a more useful way to get data out of this site, in the "History and Almanac" box on the left side of the page about half way down... you can get data for any date (that there's data for) without having to find a particular station that goes back that far...
Anyway, take a look and let us know if you need something different.